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Firstly, It is not Hot Couture, but Haute Couture which means High End Fashion. Haute means Elegant and Couture is designing and dress making.
Atelier is a workshop, or you can say a studio meant for the designers.
Costume is a complete attire meant for any particular occasions and it can pertain to seasons, events, place, period, regions, religion, nations and so on. Costume includes Dress, Accessories, Hairdos, Shoes etc.
By the way although all the three words have different meaning but the origin of all these three words are french.
i hope i have answered correctly.